{"title":"Profitability and Investment Factors for UK Asset Pricing Models","authors":"Eoghan Nichol, M. Dowling","doi":"10.2139/ssrn.2511166","DOIUrl":null,"url":null,"abstract":"Two recent asset pricing models share a common core of the addition of profitability and investment as factors, but differ in implementation. We adapt these models for the UK and argue that the Fama–French five-factor profitability factor offers the most potential.","PeriodicalId":417524,"journal":{"name":"FEN: Other International Corporate Finance (Topic)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"33","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"FEN: Other International Corporate Finance (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2511166","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 33
Abstract
Two recent asset pricing models share a common core of the addition of profitability and investment as factors, but differ in implementation. We adapt these models for the UK and argue that the Fama–French five-factor profitability factor offers the most potential.
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